American Option Pricing Under GARCH by a Markov Chain Approximation
| Author | : Duan, Jin-Chuan |
| Publisher | : Montréal : École des hautes études commerciales, Groupe de recherche en finance |
| Total Pages | : 52 |
| Release | : 1997 |
| ISBN-10 | : OCLC:37980866 |
| ISBN-13 | : |
| Rating | : 4/5 (66 Downloads) |
Book Synopsis American Option Pricing Under GARCH by a Markov Chain Approximation by : Duan, Jin-Chuan
Download or read book American Option Pricing Under GARCH by a Markov Chain Approximation written by Duan, Jin-Chuan and published by Montréal : École des hautes études commerciales, Groupe de recherche en finance. This book was released on 1997 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt: